Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5,705.0 |
5,635.0 |
-70.0 |
-1.2% |
5,532.0 |
High |
5,734.0 |
5,642.0 |
-92.0 |
-1.6% |
5,732.0 |
Low |
5,584.0 |
5,572.0 |
-12.0 |
-0.2% |
5,496.5 |
Close |
5,596.5 |
5,616.5 |
20.0 |
0.4% |
5,727.5 |
Range |
150.0 |
70.0 |
-80.0 |
-53.3% |
235.5 |
ATR |
114.6 |
111.4 |
-3.2 |
-2.8% |
0.0 |
Volume |
191,705 |
142,255 |
-49,450 |
-25.8% |
627,302 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,820.2 |
5,788.3 |
5,655.0 |
|
R3 |
5,750.2 |
5,718.3 |
5,635.8 |
|
R2 |
5,680.2 |
5,680.2 |
5,629.3 |
|
R1 |
5,648.3 |
5,648.3 |
5,622.9 |
5,629.3 |
PP |
5,610.2 |
5,610.2 |
5,610.2 |
5,600.6 |
S1 |
5,578.3 |
5,578.3 |
5,610.1 |
5,559.3 |
S2 |
5,540.2 |
5,540.2 |
5,603.7 |
|
S3 |
5,470.2 |
5,508.3 |
5,597.3 |
|
S4 |
5,400.2 |
5,438.3 |
5,578.0 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,358.5 |
6,278.5 |
5,857.0 |
|
R3 |
6,123.0 |
6,043.0 |
5,792.3 |
|
R2 |
5,887.5 |
5,887.5 |
5,770.7 |
|
R1 |
5,807.5 |
5,807.5 |
5,749.1 |
5,847.5 |
PP |
5,652.0 |
5,652.0 |
5,652.0 |
5,672.0 |
S1 |
5,572.0 |
5,572.0 |
5,705.9 |
5,612.0 |
S2 |
5,416.5 |
5,416.5 |
5,684.3 |
|
S3 |
5,181.0 |
5,336.5 |
5,662.7 |
|
S4 |
4,945.5 |
5,101.0 |
5,598.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,757.5 |
5,572.0 |
185.5 |
3.3% |
97.1 |
1.7% |
24% |
False |
True |
153,414 |
10 |
5,757.5 |
5,455.5 |
302.0 |
5.4% |
100.4 |
1.8% |
53% |
False |
False |
165,837 |
20 |
5,757.5 |
5,383.0 |
374.5 |
6.7% |
112.9 |
2.0% |
62% |
False |
False |
182,408 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.8% |
106.0 |
1.9% |
33% |
False |
False |
155,990 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.8% |
104.2 |
1.9% |
33% |
False |
False |
112,230 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
103.7 |
1.8% |
38% |
False |
False |
84,366 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
102.8 |
1.8% |
38% |
False |
False |
67,622 |
120 |
6,100.5 |
5,275.0 |
825.5 |
14.7% |
100.7 |
1.8% |
41% |
False |
False |
56,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,939.5 |
2.618 |
5,825.3 |
1.618 |
5,755.3 |
1.000 |
5,712.0 |
0.618 |
5,685.3 |
HIGH |
5,642.0 |
0.618 |
5,615.3 |
0.500 |
5,607.0 |
0.382 |
5,598.7 |
LOW |
5,572.0 |
0.618 |
5,528.7 |
1.000 |
5,502.0 |
1.618 |
5,458.7 |
2.618 |
5,388.7 |
4.250 |
5,274.5 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,613.3 |
5,664.8 |
PP |
5,610.2 |
5,648.7 |
S1 |
5,607.0 |
5,632.6 |
|